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Book Chapter
Restarted Simpler GMRES Augmented with Harmonic Ritz Vectors
Book Series
Lecture Notes in Computer Science
Publisher
Springer Berlin / Heidelberg
ISSN
0302-9743 (Print) 1611-3349 (Online)
Volume
Volume 2330/2002
Book
Computational Science — ICCS 2002
DOI
10.1007/3-540-46080-2
Copyright
2002
ISBN
978-3-540-43593-8
DOI
10.1007/3-540-46080-2_41
Pages
393-402
Subject Collection
Computer Science
SpringerLink Date
Tuesday, January 01, 2002
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Restarted Simpler GMRES Augmented with Harmonic Ritz Vectors
Ravindra Boojhawon
7
and Muddun Bhuruth
7
(7)
Department of Mathematics, University of Mauritius, Reduit, Mauritius
Abstract
We describe a method for improving the convergence of the Simpler GMRES method for problems with small eigenvalues. We augment the Krylov subspace with harmonic Ritz vectors corresponding to the smallest harmonic Ritz values. The advantage over augmented GMRES is that the problem of finding the minimal residual solution reduces to an upper triangular least-squares problem instead of an upper-Hessenberg least-squares problem. A second advantage is that harmonic Ritz pairs can be cheaply computed. Numerical tests indicate that augmented Simpler GMRES(
m
) is superior to Simpler GMRES(
m
) and requires a lesser amount of work than augmented GMRES(
m
).
Ravindra
Boojhawon
Email:
r.boojhawon@uom.ac.mu
Muddun
Bhuruth
Email:
mbhuruth@uom.ac.mu
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